+556.2%
MS vs FTV
+107.5%
+448.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.7% | -0.7% | -1.1% | -1.2% |
| 30D | +0.9% | +18.3% | -17.4% | -10.2% |
| 3M | -10.8% | +10.2% | -21.0% | -16.9% |
| 6M | +0.9% | +12.8% | -11.9% | -8.2% |
| YTD | +9.8% | +23.4% | -13.6% | -7.8% |
| 1Y | +17.1% | +31.4% | -14.4% | -6.4% |
| 3Y | +175.7% | +38.7% | +137.0% | +107.1% |
| 5Y | +125.9% | +18.6% | +107.3% | +86.5% |
| 10Y | +556.2% | +110.1% | +446.0% | +249.3% |
| All | +556.2% | +107.5% | +448.7% | +249.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling